Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50787.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45233.84 Kr¶

PnL: ---------------------------------------> -343.75 Kr¶

DD now: ---------------------------------> -4.392 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:36:39.720772'

Anic Portfolio¶

Today¶

Return: 0.07 %¶

This Week¶

Return: 0.07 %¶

Total portfolio value¶

Return including deposits: 66.264 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.280000 1095.900000 28.200000 2.640000 1067.700000
Hexagon B 26 -0.530000 3434.600000 23.400000 0.690000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.140000 2062.100000 21.250000 1.040000 2040.850000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
Latour B 4 -2.720000 856.800000 2.800000 0.330000 854.000000
ASSA ABLOY B 4 -1.230000 993.200000 2.400000 0.240000 990.800000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
SKF B 5 -1.310000 978.500000 0.500000 0.050000 978.000000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Biotage 1 -6.530000 147.500000 0.000000 0.000000 147.500000
Hennes & Mauritz B 6 -1.150000 909.720000 -0.240000 -0.030000 909.960000
Byggmax Group 33 -1.680000 963.600000 -1.320000 -0.140000 964.920000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
Catena 2 -0.600000 797.200000 -6.400000 -0.800000 803.600000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
Investor B 3 -1.310000 646.200000 -11.800000 -1.790000 657.999999
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -2.060000 2646.780000 -336.800000 -11.290000 2983.577733
TOTAL 45236.640000 -340.950000 -4.387% 45577.591729

Updated:¶

'2023-06-19 12:36:10.964809'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶